Warrant Put Aurubis AG The product related information contained herein is exclusively for information purposes only, intended for current investors or in case these products are displayed further to an individual search. The information does not constitute a recommendation or an offer to buy or an invitation to make a respective offer in relation to any of the products described herein.
Last updateDec 02, 2020 16:36:19.526 UTC
Universal Time Coordinated (UTC)
Please be aware that the time given hereinafter is stated in the Universal Time Coordinated (UTC) format as required by mandatory law. The respective Central European Time (CET) used in Austria, Germany and other central european countries may be obtained by adding one hour, the respective central european summer time (CEST) by adding two hours.
Underlying prices are provided by FactSet. All data related to an underlying, such as e.g. stock prices, are at least 15 minutes delayed, depending on the stock exchange.
EUR 66.78 (-2.14%) Dec 02, 2020 16:30:00.000
Maximum price level up to which the investor can participate in the performance of the underlying
Type of exercise
Denomination / nominal
Indicates the number of units of the underlying to which a certificate refers. In case of a multiplier of 0.01, 100 units of a certificate refer to one unit of the underlying.
Implied volatility is the estimated volatility of the respective underlying. If implied volatility is high, higher variations in the underlying price are expected and the value/price of the warrant increases
In warrants, the agio indicates how much more expensive it would be to acquire (call) or sell (put) the underlying by purchasing a warrant and exercising the option right
Agio p.a. in %
Agio p.a. in %
In warrants, the agio indicates how much more expensive it would be to acquire (call) or sell (put) the underlying by purchasing a warrant and exercising the option right. The annual agio considers the remaining term of the warrant and allows for comparison of individual warrants based on the same underlying
"Leverage" is the factor indicating how strongly a derivative product reacts to a price change of the underlying. The leverage effect enables the investor to participate above average in the performance of the underlying. Leverage indicates the percentage change by which a turbo certificate should theoretically rise or decline if the underlying price rises or declines by 1 per cent.
The difference between the current price of the underlying and the strike of the respective warrant (can only be positive)
The portion of a warrant's price not covered by the intrinsic value. Towards the end of the term, the time value tends to zero. The price of the warrant and the intrinsic value converge
In warrants, the break-even is the price level of the underlying, taking into account the warrant price, at which a loss can be avoided if the option is exercised
In warrants, moneyness relates the current price of the underlying to the strike. In a call, the price of the underlying is divided by the strike. In a put, the strike is divided by the price of the underlying. If the moneyness exceeds 1, the warrant is "in the money", if the moneyness is below 1, the warrant is "out of the money". A moneyness of 1 indicates that a warrant is "at the money"
Historic volatility 30 days
Historic volatility 30 days
Historical volatility is the degree of variation of an underlying in the past
Historic volatility 250 days
Historic volatility 250 days
Historical volatility is the degree of variation of an underlying in the past.
Omega is also referred to as effective leverage. Omega indicates the percentage change in the warrant's price with respect to a 1 per cent change in the underlying price. It is calculated from the product of delta and leverage (omega= delta * leverage). A warrant with a leverage of 10 and a delta of 0.5 has an omega of 5. The price of the warrant would move by 5 per cent if the underlying moved by 1 per cent
Delta indicates the change in the warrant's price if the underlying price rises by 1 unit. In calls, delta moves within a range between 0 and +1. In puts, delta moves within a range between -1 and 0 as puts decline in value if the underlying price increases
Gamma indicates the absolute change in delta if the underlying price rises by 1 unit
Vega indicates the change in the warrant's price in reaction to a 1% change in the volatility of the underlying
Theta indicates the rate of decline in the value of a warrant within one day
Rho indicates the change in the warrant's price in reaction to a 1% change in the interest rate
Put warrants enable investors to participate with a leverage effect in falling underlying prices. In addition to the performance of the underlying, the volatility of the underlying has substantial influence on the pricing of the warrant.
Warrants provide for above average profit opportunities but bear as well an increased risk to incur a total loss. Thus is particularly important that the investor continuously observes the position.
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